It's a beetle larva. It may eat your plant roots. depending on what it's a grub of. If you have a ton of these and your crops are failing, then do something about it. If not, don't. I've seen these often in my veggie garden, with no problems. When I find them, I kill them or use them as fish bait.

If you want bees, you need to pay attention to the chemicals you are putting in your garden. Lavender and onion will often discourage the bugs that want to eat everything else.

I've always gardened organically. I don't use chemicals, but have given up on crops that just don't do well because of bugs or weather. Get a book on organic gardening, because there are often simple solutions to bug problems, like cutworm collars around cabbage or foil under curcubits to prevent squash vine borers.